Garch: Daily Observations on Exchange Rates of the US Dollar Against...

Description Usage Format References See Also

Description

daily observations from 1980–01 to 1987–05–21

number of observations : 1867

observation : country

country : World

Usage

1

Format

A dataframe containing :

date

date of observation (yymmdd)

day

day of the week (a factor)

dm

exchange rate Dollar/Deutsch Mark

ddm

dm-dm(-1)

bp

exchange rate of Dollar/British Pound

cd

exchange rate of Dollar/Canadian Dollar

dy

exchange rate of Dollar/Yen

sf

exchange rate of Dollar/Swiss Franc

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series


Ecdat documentation built on May 3, 2019, 1:24 p.m.

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